+294.6%
IBM vs BMRN
+399.8%
-105.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | +2.9% | -3.2% | -0.6% |
| 30D | +0.3% | +11.0% | -10.8% | -1.0% |
| 3M | -21.6% | +17.8% | -39.4% | -23.1% |
| 6M | -4.7% | +10.1% | -14.8% | -5.9% |
| YTD | -19.1% | +11.9% | -31.0% | -20.3% |
| 1Y | -2.5% | +17.2% | -19.7% | -4.7% |
| 3Y | +74.2% | -28.5% | +102.6% | +78.6% |
| 5Y | +113.1% | -21.7% | +134.8% | +113.7% |
| 10Y | +133.5% | -30.5% | +164.0% | +130.9% |
| All | +294.6% | +399.8% | -105.2% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling